As part of the survey data reporting team, I built and released a dynamic, high-dimensional pivot table for the real-time customer experience dashboard product.
My group designed, built, and supported over-the-counter (OTC) interest rate swap (IRS) clearing solutions. This included price, margin, default fund model development.
Most of my work was focussed on the portfolio margining offering that allows clients to achieve savings by offsetting OTC IRS risk with interest rate futures.
As part of a research practicum course for my Masters in Computer Science program, I worked with Dr. Maria Chan of Argonne National Lab. We tested various algorithms for computing the similarity between pair distribution functions (PDFs) that describe the pairwise distances between atoms. The goal of this research is to match experimental PDFs against a database of simulated PDFs to get an "x-ray vision" into atom locations.
I worked with Dr. Arkady Kheyfets in a National Science Foundation (NSF) Research Experience for Undergraduates (REU) program. We studied charged spherically symmetric objects in the context of general relativity. By deriving the charged Oppenheimer-Volkoff equation, we showed that an electron cannot be constructed out of purely electromagnetic mass. This work was published in the International Journal of Theoretical Physics.
I worked with Dr. Jiangping Hu in a National Science Foundation (NSF) Research Experience for Undergraduates (REU) program. We studied the properties of multiferroic materials that exhibit coupled ferroelectric and ferromagnetic behavior.